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Accurate and timely prediction of crop growth is of great significance to ensure crop yields and researchers have developed several crop models for the prediction of crop growth. However, there are large difference between the simulation…

Artificial Intelligence · Computer Science 2024-03-07 Siqi Zhou , Ling Wang , Jie Liu , Jinshan Tang

Coupled data assimilation (CDA) distinctively appears as a main concern in numerical weather and climate prediction with major efforts put forward worldwide. The core issue is the scale separation acting as a barrier that hampers the…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Maxime Tondeur , Alberto Carrassi , Stephane Vannitsem , Marc Bocquet

An Ensemble of Data Assimilations (EDA) can provide valuable information on the analysis and short-range forecast uncertainties. The present ECMWF operational ocean analysis and reanalysis system, called ORAS5, produces an ensemble but does…

Atmospheric and Oceanic Physics · Physics 2024-07-08 Marcin Chrust , Anthony T. Weaver , Philip Browne , Hao Zuo , Magdalena Alonso Balmaseda

The ensemble Kalman filter (EnKF) is a Monte Carlo approximation of the Kalman filter for high dimensional linear Gaussian state space models. EnKF methods have also been developed for parameter inference of static Bayesian models with a…

The Kalman filter (KF) and its variants are among the most celebrated algorithms in signal processing. These methods are used for state estimation of dynamic systems by relying on mathematical representations in the form of simple…

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

Numerical Analysis · Mathematics 2020-07-03 Andrey A Popov , Changhong Mou , Traian Iliescu , Adrian Sandu

The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble filtering methodologies into a localized…

Computation · Statistics 2010-03-10 Jan Mandel , Jonathan D. Beezley , Loren Cobb , Ashok Krishnamurthy

We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed framework is based on a generalised and fully Bayesian view…

Methodology · Statistics 2021-03-29 Margrethe Kvale Loe , Håkon Tjelmeland

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

Computation · Statistics 2022-03-08 Ian Grooms

A novel strategy is proposed to improve the accuracy of state estimation and reconstruction from low-fidelity models and sparse data from sensors. This strategy combines ensemble Data Assimilation (DA) and Machine Learning (ML) tools,…

Fluid Dynamics · Physics 2025-01-31 Miguel M. Valero , Marcello Meldi

A new ensemble filter that allows for the uncertainty in the prior distribution is proposed and tested. The filter relies on the conditional Gaussian distribution of the state given the model-error and predictability-error covariance…

Data Analysis, Statistics and Probability · Physics 2016-12-19 Michael Tsyrulnikov , Alexander Rakitko

This study develops a hybrid ensemble-variational approach for solving data assimilation problems. The method, called TR-4D-EnKF, is based on a trust region framework and consists of three computational steps. First an ensemble of model…

Numerical Analysis · Computer Science 2015-02-03 Elias D. Nino , Adrian Sandu

This work integrates ensemble-based data assimilation (DA) with the energy-aware hybrid modeling approach, applied to a three-layer quasi-geostrophic (QG) model of the Gulf Stream flow. Building on prior DA success in the QG channel regime,…

Fluid Dynamics · Physics 2025-09-03 Igor Shevchenko , Dan Crisan

We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic…

Artificial intelligence (AI)-based weather prediction research is growing rapidly and has shown to be competitive with the advanced dynamic numerical weather prediction models. However, research combining AI-based weather prediction models…

Machine Learning · Computer Science 2025-10-16 Shunji Kotsuki , Kenta Shiraishi , Atsushi Okazaki

We introduce a computationally efficient variant of the model-based ensemble Kalman filter (EnKF). We propose two changes to the original formulation. First, we phrase the setup in terms of precision matrices instead of covariance matrices,…

Methodology · Statistics 2023-03-01 Håkon Gryvill , Håkon Tjelmeland

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

Robotics · Computer Science 2019-03-14 Martin Brossard , Axel Barrau , Silvère Bonnabel

The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed data. Despite their widespread usage in climate science and…

Probability · Mathematics 2016-02-17 X. T. Tong , A. J. Majda , D. Kelly

A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter…

Atmospheric and Oceanic Physics · Physics 2009-11-30 X. Luo , I. M. Moroz